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dgelss.f 26 kB

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  1. *> \brief <b> DGELSS solves overdetermined or underdetermined systems for GE matrices</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGELSS + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgelss.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgelss.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgelss.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  22. * WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  26. * DOUBLE PRECISION RCOND
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> DGELSS computes the minimum norm solution to a real linear least
  39. *> squares problem:
  40. *>
  41. *> Minimize 2-norm(| b - A*x |).
  42. *>
  43. *> using the singular value decomposition (SVD) of A. A is an M-by-N
  44. *> matrix which may be rank-deficient.
  45. *>
  46. *> Several right hand side vectors b and solution vectors x can be
  47. *> handled in a single call; they are stored as the columns of the
  48. *> M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix
  49. *> X.
  50. *>
  51. *> The effective rank of A is determined by treating as zero those
  52. *> singular values which are less than RCOND times the largest singular
  53. *> value.
  54. *> \endverbatim
  55. *
  56. * Arguments:
  57. * ==========
  58. *
  59. *> \param[in] M
  60. *> \verbatim
  61. *> M is INTEGER
  62. *> The number of rows of the matrix A. M >= 0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] N
  66. *> \verbatim
  67. *> N is INTEGER
  68. *> The number of columns of the matrix A. N >= 0.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] NRHS
  72. *> \verbatim
  73. *> NRHS is INTEGER
  74. *> The number of right hand sides, i.e., the number of columns
  75. *> of the matrices B and X. NRHS >= 0.
  76. *> \endverbatim
  77. *>
  78. *> \param[in,out] A
  79. *> \verbatim
  80. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  81. *> On entry, the M-by-N matrix A.
  82. *> On exit, the first min(m,n) rows of A are overwritten with
  83. *> its right singular vectors, stored rowwise.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] LDA
  87. *> \verbatim
  88. *> LDA is INTEGER
  89. *> The leading dimension of the array A. LDA >= max(1,M).
  90. *> \endverbatim
  91. *>
  92. *> \param[in,out] B
  93. *> \verbatim
  94. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  95. *> On entry, the M-by-NRHS right hand side matrix B.
  96. *> On exit, B is overwritten by the N-by-NRHS solution
  97. *> matrix X. If m >= n and RANK = n, the residual
  98. *> sum-of-squares for the solution in the i-th column is given
  99. *> by the sum of squares of elements n+1:m in that column.
  100. *> \endverbatim
  101. *>
  102. *> \param[in] LDB
  103. *> \verbatim
  104. *> LDB is INTEGER
  105. *> The leading dimension of the array B. LDB >= max(1,max(M,N)).
  106. *> \endverbatim
  107. *>
  108. *> \param[out] S
  109. *> \verbatim
  110. *> S is DOUBLE PRECISION array, dimension (min(M,N))
  111. *> The singular values of A in decreasing order.
  112. *> The condition number of A in the 2-norm = S(1)/S(min(m,n)).
  113. *> \endverbatim
  114. *>
  115. *> \param[in] RCOND
  116. *> \verbatim
  117. *> RCOND is DOUBLE PRECISION
  118. *> RCOND is used to determine the effective rank of A.
  119. *> Singular values S(i) <= RCOND*S(1) are treated as zero.
  120. *> If RCOND < 0, machine precision is used instead.
  121. *> \endverbatim
  122. *>
  123. *> \param[out] RANK
  124. *> \verbatim
  125. *> RANK is INTEGER
  126. *> The effective rank of A, i.e., the number of singular values
  127. *> which are greater than RCOND*S(1).
  128. *> \endverbatim
  129. *>
  130. *> \param[out] WORK
  131. *> \verbatim
  132. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  133. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  134. *> \endverbatim
  135. *>
  136. *> \param[in] LWORK
  137. *> \verbatim
  138. *> LWORK is INTEGER
  139. *> The dimension of the array WORK. LWORK >= 1, and also:
  140. *> LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS )
  141. *> For good performance, LWORK should generally be larger.
  142. *>
  143. *> If LWORK = -1, then a workspace query is assumed; the routine
  144. *> only calculates the optimal size of the WORK array, returns
  145. *> this value as the first entry of the WORK array, and no error
  146. *> message related to LWORK is issued by XERBLA.
  147. *> \endverbatim
  148. *>
  149. *> \param[out] INFO
  150. *> \verbatim
  151. *> INFO is INTEGER
  152. *> = 0: successful exit
  153. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  154. *> > 0: the algorithm for computing the SVD failed to converge;
  155. *> if INFO = i, i off-diagonal elements of an intermediate
  156. *> bidiagonal form did not converge to zero.
  157. *> \endverbatim
  158. *
  159. * Authors:
  160. * ========
  161. *
  162. *> \author Univ. of Tennessee
  163. *> \author Univ. of California Berkeley
  164. *> \author Univ. of Colorado Denver
  165. *> \author NAG Ltd.
  166. *
  167. *> \ingroup doubleGEsolve
  168. *
  169. * =====================================================================
  170. SUBROUTINE DGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK,
  171. $ WORK, LWORK, INFO )
  172. *
  173. * -- LAPACK driver routine --
  174. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  175. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  176. *
  177. * .. Scalar Arguments ..
  178. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK
  179. DOUBLE PRECISION RCOND
  180. * ..
  181. * .. Array Arguments ..
  182. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * )
  183. * ..
  184. *
  185. * =====================================================================
  186. *
  187. * .. Parameters ..
  188. DOUBLE PRECISION ZERO, ONE
  189. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  190. * ..
  191. * .. Local Scalars ..
  192. LOGICAL LQUERY
  193. INTEGER BDSPAC, BL, CHUNK, I, IASCL, IBSCL, IE, IL,
  194. $ ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN,
  195. $ MAXWRK, MINMN, MINWRK, MM, MNTHR
  196. INTEGER LWORK_DGEQRF, LWORK_DORMQR, LWORK_DGEBRD,
  197. $ LWORK_DORMBR, LWORK_DORGBR, LWORK_DORMLQ,
  198. $ LWORK_DGELQF
  199. DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR
  200. * ..
  201. * .. Local Arrays ..
  202. DOUBLE PRECISION DUM( 1 )
  203. * ..
  204. * .. External Subroutines ..
  205. EXTERNAL DBDSQR, DCOPY, DGEBRD, DGELQF, DGEMM, DGEMV,
  206. $ DGEQRF, DLABAD, DLACPY, DLASCL, DLASET, DORGBR,
  207. $ DORMBR, DORMLQ, DORMQR, DRSCL, XERBLA
  208. * ..
  209. * .. External Functions ..
  210. INTEGER ILAENV
  211. DOUBLE PRECISION DLAMCH, DLANGE
  212. EXTERNAL ILAENV, DLAMCH, DLANGE
  213. * ..
  214. * .. Intrinsic Functions ..
  215. INTRINSIC MAX, MIN
  216. * ..
  217. * .. Executable Statements ..
  218. *
  219. * Test the input arguments
  220. *
  221. INFO = 0
  222. MINMN = MIN( M, N )
  223. MAXMN = MAX( M, N )
  224. LQUERY = ( LWORK.EQ.-1 )
  225. IF( M.LT.0 ) THEN
  226. INFO = -1
  227. ELSE IF( N.LT.0 ) THEN
  228. INFO = -2
  229. ELSE IF( NRHS.LT.0 ) THEN
  230. INFO = -3
  231. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  232. INFO = -5
  233. ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN
  234. INFO = -7
  235. END IF
  236. *
  237. * Compute workspace
  238. * (Note: Comments in the code beginning "Workspace:" describe the
  239. * minimal amount of workspace needed at that point in the code,
  240. * as well as the preferred amount for good performance.
  241. * NB refers to the optimal block size for the immediately
  242. * following subroutine, as returned by ILAENV.)
  243. *
  244. IF( INFO.EQ.0 ) THEN
  245. MINWRK = 1
  246. MAXWRK = 1
  247. IF( MINMN.GT.0 ) THEN
  248. MM = M
  249. MNTHR = ILAENV( 6, 'DGELSS', ' ', M, N, NRHS, -1 )
  250. IF( M.GE.N .AND. M.GE.MNTHR ) THEN
  251. *
  252. * Path 1a - overdetermined, with many more rows than
  253. * columns
  254. *
  255. * Compute space needed for DGEQRF
  256. CALL DGEQRF( M, N, A, LDA, DUM(1), DUM(1), -1, INFO )
  257. LWORK_DGEQRF = INT( DUM(1) )
  258. * Compute space needed for DORMQR
  259. CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, DUM(1), B,
  260. $ LDB, DUM(1), -1, INFO )
  261. LWORK_DORMQR = INT( DUM(1) )
  262. MM = N
  263. MAXWRK = MAX( MAXWRK, N + LWORK_DGEQRF )
  264. MAXWRK = MAX( MAXWRK, N + LWORK_DORMQR )
  265. END IF
  266. IF( M.GE.N ) THEN
  267. *
  268. * Path 1 - overdetermined or exactly determined
  269. *
  270. * Compute workspace needed for DBDSQR
  271. *
  272. BDSPAC = MAX( 1, 5*N )
  273. * Compute space needed for DGEBRD
  274. CALL DGEBRD( MM, N, A, LDA, S, DUM(1), DUM(1),
  275. $ DUM(1), DUM(1), -1, INFO )
  276. LWORK_DGEBRD = INT( DUM(1) )
  277. * Compute space needed for DORMBR
  278. CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, DUM(1),
  279. $ B, LDB, DUM(1), -1, INFO )
  280. LWORK_DORMBR = INT( DUM(1) )
  281. * Compute space needed for DORGBR
  282. CALL DORGBR( 'P', N, N, N, A, LDA, DUM(1),
  283. $ DUM(1), -1, INFO )
  284. LWORK_DORGBR = INT( DUM(1) )
  285. * Compute total workspace needed
  286. MAXWRK = MAX( MAXWRK, 3*N + LWORK_DGEBRD )
  287. MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORMBR )
  288. MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORGBR )
  289. MAXWRK = MAX( MAXWRK, BDSPAC )
  290. MAXWRK = MAX( MAXWRK, N*NRHS )
  291. MINWRK = MAX( 3*N + MM, 3*N + NRHS, BDSPAC )
  292. MAXWRK = MAX( MINWRK, MAXWRK )
  293. END IF
  294. IF( N.GT.M ) THEN
  295. *
  296. * Compute workspace needed for DBDSQR
  297. *
  298. BDSPAC = MAX( 1, 5*M )
  299. MINWRK = MAX( 3*M+NRHS, 3*M+N, BDSPAC )
  300. IF( N.GE.MNTHR ) THEN
  301. *
  302. * Path 2a - underdetermined, with many more columns
  303. * than rows
  304. *
  305. * Compute space needed for DGELQF
  306. CALL DGELQF( M, N, A, LDA, DUM(1), DUM(1),
  307. $ -1, INFO )
  308. LWORK_DGELQF = INT( DUM(1) )
  309. * Compute space needed for DGEBRD
  310. CALL DGEBRD( M, M, A, LDA, S, DUM(1), DUM(1),
  311. $ DUM(1), DUM(1), -1, INFO )
  312. LWORK_DGEBRD = INT( DUM(1) )
  313. * Compute space needed for DORMBR
  314. CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA,
  315. $ DUM(1), B, LDB, DUM(1), -1, INFO )
  316. LWORK_DORMBR = INT( DUM(1) )
  317. * Compute space needed for DORGBR
  318. CALL DORGBR( 'P', M, M, M, A, LDA, DUM(1),
  319. $ DUM(1), -1, INFO )
  320. LWORK_DORGBR = INT( DUM(1) )
  321. * Compute space needed for DORMLQ
  322. CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, DUM(1),
  323. $ B, LDB, DUM(1), -1, INFO )
  324. LWORK_DORMLQ = INT( DUM(1) )
  325. * Compute total workspace needed
  326. MAXWRK = M + LWORK_DGELQF
  327. MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_DGEBRD )
  328. MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_DORMBR )
  329. MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_DORGBR )
  330. MAXWRK = MAX( MAXWRK, M*M + M + BDSPAC )
  331. IF( NRHS.GT.1 ) THEN
  332. MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS )
  333. ELSE
  334. MAXWRK = MAX( MAXWRK, M*M + 2*M )
  335. END IF
  336. MAXWRK = MAX( MAXWRK, M + LWORK_DORMLQ )
  337. ELSE
  338. *
  339. * Path 2 - underdetermined
  340. *
  341. * Compute space needed for DGEBRD
  342. CALL DGEBRD( M, N, A, LDA, S, DUM(1), DUM(1),
  343. $ DUM(1), DUM(1), -1, INFO )
  344. LWORK_DGEBRD = INT( DUM(1) )
  345. * Compute space needed for DORMBR
  346. CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, A, LDA,
  347. $ DUM(1), B, LDB, DUM(1), -1, INFO )
  348. LWORK_DORMBR = INT( DUM(1) )
  349. * Compute space needed for DORGBR
  350. CALL DORGBR( 'P', M, N, M, A, LDA, DUM(1),
  351. $ DUM(1), -1, INFO )
  352. LWORK_DORGBR = INT( DUM(1) )
  353. MAXWRK = 3*M + LWORK_DGEBRD
  354. MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORMBR )
  355. MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORGBR )
  356. MAXWRK = MAX( MAXWRK, BDSPAC )
  357. MAXWRK = MAX( MAXWRK, N*NRHS )
  358. END IF
  359. END IF
  360. MAXWRK = MAX( MINWRK, MAXWRK )
  361. END IF
  362. WORK( 1 ) = MAXWRK
  363. *
  364. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY )
  365. $ INFO = -12
  366. END IF
  367. *
  368. IF( INFO.NE.0 ) THEN
  369. CALL XERBLA( 'DGELSS', -INFO )
  370. RETURN
  371. ELSE IF( LQUERY ) THEN
  372. RETURN
  373. END IF
  374. *
  375. * Quick return if possible
  376. *
  377. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  378. RANK = 0
  379. RETURN
  380. END IF
  381. *
  382. * Get machine parameters
  383. *
  384. EPS = DLAMCH( 'P' )
  385. SFMIN = DLAMCH( 'S' )
  386. SMLNUM = SFMIN / EPS
  387. BIGNUM = ONE / SMLNUM
  388. CALL DLABAD( SMLNUM, BIGNUM )
  389. *
  390. * Scale A if max element outside range [SMLNUM,BIGNUM]
  391. *
  392. ANRM = DLANGE( 'M', M, N, A, LDA, WORK )
  393. IASCL = 0
  394. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  395. *
  396. * Scale matrix norm up to SMLNUM
  397. *
  398. CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO )
  399. IASCL = 1
  400. ELSE IF( ANRM.GT.BIGNUM ) THEN
  401. *
  402. * Scale matrix norm down to BIGNUM
  403. *
  404. CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO )
  405. IASCL = 2
  406. ELSE IF( ANRM.EQ.ZERO ) THEN
  407. *
  408. * Matrix all zero. Return zero solution.
  409. *
  410. CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB )
  411. CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, MINMN )
  412. RANK = 0
  413. GO TO 70
  414. END IF
  415. *
  416. * Scale B if max element outside range [SMLNUM,BIGNUM]
  417. *
  418. BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK )
  419. IBSCL = 0
  420. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN
  421. *
  422. * Scale matrix norm up to SMLNUM
  423. *
  424. CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO )
  425. IBSCL = 1
  426. ELSE IF( BNRM.GT.BIGNUM ) THEN
  427. *
  428. * Scale matrix norm down to BIGNUM
  429. *
  430. CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO )
  431. IBSCL = 2
  432. END IF
  433. *
  434. * Overdetermined case
  435. *
  436. IF( M.GE.N ) THEN
  437. *
  438. * Path 1 - overdetermined or exactly determined
  439. *
  440. MM = M
  441. IF( M.GE.MNTHR ) THEN
  442. *
  443. * Path 1a - overdetermined, with many more rows than columns
  444. *
  445. MM = N
  446. ITAU = 1
  447. IWORK = ITAU + N
  448. *
  449. * Compute A=Q*R
  450. * (Workspace: need 2*N, prefer N+N*NB)
  451. *
  452. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  453. $ LWORK-IWORK+1, INFO )
  454. *
  455. * Multiply B by transpose(Q)
  456. * (Workspace: need N+NRHS, prefer N+NRHS*NB)
  457. *
  458. CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B,
  459. $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  460. *
  461. * Zero out below R
  462. *
  463. IF( N.GT.1 )
  464. $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
  465. END IF
  466. *
  467. IE = 1
  468. ITAUQ = IE + N
  469. ITAUP = ITAUQ + N
  470. IWORK = ITAUP + N
  471. *
  472. * Bidiagonalize R in A
  473. * (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB)
  474. *
  475. CALL DGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  476. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  477. $ INFO )
  478. *
  479. * Multiply B by transpose of left bidiagonalizing vectors of R
  480. * (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB)
  481. *
  482. CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ),
  483. $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  484. *
  485. * Generate right bidiagonalizing vectors of R in A
  486. * (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
  487. *
  488. CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
  489. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  490. IWORK = IE + N
  491. *
  492. * Perform bidiagonal QR iteration
  493. * multiply B by transpose of left singular vectors
  494. * compute right singular vectors in A
  495. * (Workspace: need BDSPAC)
  496. *
  497. CALL DBDSQR( 'U', N, N, 0, NRHS, S, WORK( IE ), A, LDA, DUM,
  498. $ 1, B, LDB, WORK( IWORK ), INFO )
  499. IF( INFO.NE.0 )
  500. $ GO TO 70
  501. *
  502. * Multiply B by reciprocals of singular values
  503. *
  504. THR = MAX( RCOND*S( 1 ), SFMIN )
  505. IF( RCOND.LT.ZERO )
  506. $ THR = MAX( EPS*S( 1 ), SFMIN )
  507. RANK = 0
  508. DO 10 I = 1, N
  509. IF( S( I ).GT.THR ) THEN
  510. CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  511. RANK = RANK + 1
  512. ELSE
  513. CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
  514. END IF
  515. 10 CONTINUE
  516. *
  517. * Multiply B by right singular vectors
  518. * (Workspace: need N, prefer N*NRHS)
  519. *
  520. IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  521. CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, A, LDA, B, LDB, ZERO,
  522. $ WORK, LDB )
  523. CALL DLACPY( 'G', N, NRHS, WORK, LDB, B, LDB )
  524. ELSE IF( NRHS.GT.1 ) THEN
  525. CHUNK = LWORK / N
  526. DO 20 I = 1, NRHS, CHUNK
  527. BL = MIN( NRHS-I+1, CHUNK )
  528. CALL DGEMM( 'T', 'N', N, BL, N, ONE, A, LDA, B( 1, I ),
  529. $ LDB, ZERO, WORK, N )
  530. CALL DLACPY( 'G', N, BL, WORK, N, B( 1, I ), LDB )
  531. 20 CONTINUE
  532. ELSE
  533. CALL DGEMV( 'T', N, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
  534. CALL DCOPY( N, WORK, 1, B, 1 )
  535. END IF
  536. *
  537. ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+
  538. $ MAX( M, 2*M-4, NRHS, N-3*M ) ) THEN
  539. *
  540. * Path 2a - underdetermined, with many more columns than rows
  541. * and sufficient workspace for an efficient algorithm
  542. *
  543. LDWORK = M
  544. IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ),
  545. $ M*LDA+M+M*NRHS ) )LDWORK = LDA
  546. ITAU = 1
  547. IWORK = M + 1
  548. *
  549. * Compute A=L*Q
  550. * (Workspace: need 2*M, prefer M+M*NB)
  551. *
  552. CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  553. $ LWORK-IWORK+1, INFO )
  554. IL = IWORK
  555. *
  556. * Copy L to WORK(IL), zeroing out above it
  557. *
  558. CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK )
  559. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ),
  560. $ LDWORK )
  561. IE = IL + LDWORK*M
  562. ITAUQ = IE + M
  563. ITAUP = ITAUQ + M
  564. IWORK = ITAUP + M
  565. *
  566. * Bidiagonalize L in WORK(IL)
  567. * (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB)
  568. *
  569. CALL DGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ),
  570. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( IWORK ),
  571. $ LWORK-IWORK+1, INFO )
  572. *
  573. * Multiply B by transpose of left bidiagonalizing vectors of L
  574. * (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB)
  575. *
  576. CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK,
  577. $ WORK( ITAUQ ), B, LDB, WORK( IWORK ),
  578. $ LWORK-IWORK+1, INFO )
  579. *
  580. * Generate right bidiagonalizing vectors of R in WORK(IL)
  581. * (Workspace: need M*M+5*M-1, prefer M*M+4*M+(M-1)*NB)
  582. *
  583. CALL DORGBR( 'P', M, M, M, WORK( IL ), LDWORK, WORK( ITAUP ),
  584. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  585. IWORK = IE + M
  586. *
  587. * Perform bidiagonal QR iteration,
  588. * computing right singular vectors of L in WORK(IL) and
  589. * multiplying B by transpose of left singular vectors
  590. * (Workspace: need M*M+M+BDSPAC)
  591. *
  592. CALL DBDSQR( 'U', M, M, 0, NRHS, S, WORK( IE ), WORK( IL ),
  593. $ LDWORK, A, LDA, B, LDB, WORK( IWORK ), INFO )
  594. IF( INFO.NE.0 )
  595. $ GO TO 70
  596. *
  597. * Multiply B by reciprocals of singular values
  598. *
  599. THR = MAX( RCOND*S( 1 ), SFMIN )
  600. IF( RCOND.LT.ZERO )
  601. $ THR = MAX( EPS*S( 1 ), SFMIN )
  602. RANK = 0
  603. DO 30 I = 1, M
  604. IF( S( I ).GT.THR ) THEN
  605. CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  606. RANK = RANK + 1
  607. ELSE
  608. CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
  609. END IF
  610. 30 CONTINUE
  611. IWORK = IE
  612. *
  613. * Multiply B by right singular vectors of L in WORK(IL)
  614. * (Workspace: need M*M+2*M, prefer M*M+M+M*NRHS)
  615. *
  616. IF( LWORK.GE.LDB*NRHS+IWORK-1 .AND. NRHS.GT.1 ) THEN
  617. CALL DGEMM( 'T', 'N', M, NRHS, M, ONE, WORK( IL ), LDWORK,
  618. $ B, LDB, ZERO, WORK( IWORK ), LDB )
  619. CALL DLACPY( 'G', M, NRHS, WORK( IWORK ), LDB, B, LDB )
  620. ELSE IF( NRHS.GT.1 ) THEN
  621. CHUNK = ( LWORK-IWORK+1 ) / M
  622. DO 40 I = 1, NRHS, CHUNK
  623. BL = MIN( NRHS-I+1, CHUNK )
  624. CALL DGEMM( 'T', 'N', M, BL, M, ONE, WORK( IL ), LDWORK,
  625. $ B( 1, I ), LDB, ZERO, WORK( IWORK ), M )
  626. CALL DLACPY( 'G', M, BL, WORK( IWORK ), M, B( 1, I ),
  627. $ LDB )
  628. 40 CONTINUE
  629. ELSE
  630. CALL DGEMV( 'T', M, M, ONE, WORK( IL ), LDWORK, B( 1, 1 ),
  631. $ 1, ZERO, WORK( IWORK ), 1 )
  632. CALL DCOPY( M, WORK( IWORK ), 1, B( 1, 1 ), 1 )
  633. END IF
  634. *
  635. * Zero out below first M rows of B
  636. *
  637. CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB )
  638. IWORK = ITAU + M
  639. *
  640. * Multiply transpose(Q) by B
  641. * (Workspace: need M+NRHS, prefer M+NRHS*NB)
  642. *
  643. CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B,
  644. $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  645. *
  646. ELSE
  647. *
  648. * Path 2 - remaining underdetermined cases
  649. *
  650. IE = 1
  651. ITAUQ = IE + M
  652. ITAUP = ITAUQ + M
  653. IWORK = ITAUP + M
  654. *
  655. * Bidiagonalize A
  656. * (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
  657. *
  658. CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  659. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  660. $ INFO )
  661. *
  662. * Multiply B by transpose of left bidiagonalizing vectors
  663. * (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB)
  664. *
  665. CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ),
  666. $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO )
  667. *
  668. * Generate right bidiagonalizing vectors in A
  669. * (Workspace: need 4*M, prefer 3*M+M*NB)
  670. *
  671. CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
  672. $ WORK( IWORK ), LWORK-IWORK+1, INFO )
  673. IWORK = IE + M
  674. *
  675. * Perform bidiagonal QR iteration,
  676. * computing right singular vectors of A in A and
  677. * multiplying B by transpose of left singular vectors
  678. * (Workspace: need BDSPAC)
  679. *
  680. CALL DBDSQR( 'L', M, N, 0, NRHS, S, WORK( IE ), A, LDA, DUM,
  681. $ 1, B, LDB, WORK( IWORK ), INFO )
  682. IF( INFO.NE.0 )
  683. $ GO TO 70
  684. *
  685. * Multiply B by reciprocals of singular values
  686. *
  687. THR = MAX( RCOND*S( 1 ), SFMIN )
  688. IF( RCOND.LT.ZERO )
  689. $ THR = MAX( EPS*S( 1 ), SFMIN )
  690. RANK = 0
  691. DO 50 I = 1, M
  692. IF( S( I ).GT.THR ) THEN
  693. CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB )
  694. RANK = RANK + 1
  695. ELSE
  696. CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB )
  697. END IF
  698. 50 CONTINUE
  699. *
  700. * Multiply B by right singular vectors of A
  701. * (Workspace: need N, prefer N*NRHS)
  702. *
  703. IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN
  704. CALL DGEMM( 'T', 'N', N, NRHS, M, ONE, A, LDA, B, LDB, ZERO,
  705. $ WORK, LDB )
  706. CALL DLACPY( 'F', N, NRHS, WORK, LDB, B, LDB )
  707. ELSE IF( NRHS.GT.1 ) THEN
  708. CHUNK = LWORK / N
  709. DO 60 I = 1, NRHS, CHUNK
  710. BL = MIN( NRHS-I+1, CHUNK )
  711. CALL DGEMM( 'T', 'N', N, BL, M, ONE, A, LDA, B( 1, I ),
  712. $ LDB, ZERO, WORK, N )
  713. CALL DLACPY( 'F', N, BL, WORK, N, B( 1, I ), LDB )
  714. 60 CONTINUE
  715. ELSE
  716. CALL DGEMV( 'T', M, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 )
  717. CALL DCOPY( N, WORK, 1, B, 1 )
  718. END IF
  719. END IF
  720. *
  721. * Undo scaling
  722. *
  723. IF( IASCL.EQ.1 ) THEN
  724. CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO )
  725. CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  726. $ INFO )
  727. ELSE IF( IASCL.EQ.2 ) THEN
  728. CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO )
  729. CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  730. $ INFO )
  731. END IF
  732. IF( IBSCL.EQ.1 ) THEN
  733. CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO )
  734. ELSE IF( IBSCL.EQ.2 ) THEN
  735. CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO )
  736. END IF
  737. *
  738. 70 CONTINUE
  739. WORK( 1 ) = MAXWRK
  740. RETURN
  741. *
  742. * End of DGELSS
  743. *
  744. END